Bankers Petroleum Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1630 | 5.16 | |
| 0.0148 | 5.31 | |
| 0.9409 | 329.21 | |
| 0.0887 | 9.51 |
Estimation Period:
Oct 16, 2000 to Sep 30, 2016
Oct 16, 2000 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
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